Scientific Program
Detailed Program (Link)

 

 

Schedule: April 13, 2023 (Eastern Time)

 

Time (EDT) Presenter Title Recordings and Slides
9:45 am - 10:00 am Opening Remarks by Dr. Fernando Miralles-Wilhelm (Dean, College of Science, GMU)
10:00 am - 11:00 am Uday V. Shanbhag
(Pennsylvania State University)
Tutorial I:
Analysis and Solution of Equilibrium Problems under Uncertainty
11:00 am - 12:00 pm Uday V. Shanbhag
(Pennsylvania State University)
Tutorial II:
Analysis and Solution of Equilibrium Problems under Uncertainty
12:00 pm - 12:30 pm Networking Break
12:30 pm - 1:20 pm Uday V. Shanbhag
(Pennsylvania State University)
Public Lecture:
Hierarchical Games under Uncertainty
1:20 pm - 2:15 pm Lunch & Networking Break
2:15 pm - 3:00 pm Mathias Staudigl
(Maastricht University, Netherlands)
Recent Advances in Computational Game Theory
3:00 pm - 3:45 pm Afrooz Jalilzadeh
(The University of Arizona)
Solving Stochastic Nash Equilibrium Problems using Stochastic (Quasi-)Variational Inequalities
3:45 pm - 4:00 pm Networking Break
4:00 pm - 5:40 pm Contributed Talks
(1) Deepanshu Verma
(Emory University)
Advances and challenges in solving high-dimensional HJB PDE
(2) Evelyn Herberg
(University Heidelberg)
Adaptive Randomized Sketching for Dynamic Nonsmooth Optimization
(3) Agnieszka Wiszniewska-Matyszkiel
(University of Warsaw)
Infinite horizon optimal control with unbounded payoffs with appealing counterexamples to overuse of heuristics
4:45 pm - 4:55 pm Networking Break
(4) Konstantin Riedl
(Technical University of Munich)
A Global Convergence Analysis of Consensus-Based Optimization
(5) Matthias Chung
(Emory University)
The Art to Repeatedly Project your Problems
(6) Mingrui Liu
(George Mason University)
New Scalable and Adaptive Algorithms for Deep Learning with Unbounded Smooth Landscape

 

Schedule: April 14, 2023 (Eastern Time)

 

Time (EDT) Presenter Title Recordings and Slides
9:45 am - 10:00 am Dr. Sven Leyffer (SIAM President, Deputy Division Director / Senior Computational Mathematician at Argonne National Laboratory)
10:00 am - 11:00 am Michael C. Ferris
(University of Wisconsin Madison)
Tutorial I:
From Complementarity to Risk-averse stochastic equilibria: models and algorithms
11:00 am - 12:00 pm Michael C. Ferris
(University of Wisconsin Madison)
Tutorial II:
From Complementarity to Risk-averse stochastic equilibria: models and algorithms
12:00 pm - 12:30 pm Networking Break
12:30 pm - 1:20 pm Michael C. Ferris
(University of Wisconsin Madison)
Public Lecture:
Equilibrium, Energy and Environmental Systems under Uncertainty
1:20 pm - 2:15 pm Lunch & Networking Break
2:15 pm - 3:00 pm Rongjie Lai
(Rensselaer Polytechnic Institute)
Computational Methods for Mean-field Games: from conventional numerical methods to deep generative models
3:00 pm - 3:15 pm Networking Break
3:15 pm - 5:55 pm Contributed Talks
(1) Lucas Bouck
(University of Maryland)
Numerical Approximation of a Membrane Model for Liquid Crystal Elastomers
(2) Guillaume Wang
(´Ecole polytechnique f´ed´erale de Lausanne)
An Exponentially Converging Particle Method for the Mixed Nash Equilibrium of Continuous Games
(3) Shima Mohebbi
(George Mason University)
Cooperative Game Theory Models for Resilient Infrastructure Systems
4:00 pm - 4:10 pm Networking Break
(4) Tina Mai
(Duy Tan University at Da Nang, Vietnam (DTU) and Texas A&M University at College Station, USA (TAMU))
Prediction of numerical homogenization for Richards equation using deep learning
(5) Ratna Khatri
(U.S. Naval Research Laboratory)
Optimal Control based deep neural networks
(6) Saeed Damadi
(University of Maryland Baltimore County)
Stochastic Optimization
4:55 pm - 5:10 pm Networking Break
(7) Suhan Zhong
(Texas A&M University)
Distributionally Robust Optimization with Moment Ambiguity Sets
(8) Oliver Hinder
(University of Pittsburgh)
Making SGD parameter-free
(9) Vivak Patel
(University of Wisconsin – Madison)
Counter-examples for (stochastic) gradient descent